The Annals of Statistics

Tailor-made tests for goodness of fit to semiparametric hypotheses

Abstract

We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the n−1/2 scale in every direction, and can be tailored to put substantial power on alternatives of importance. The approach is based on combining test statistics based on stochastic processes of score statistics with bootstrap critical values.

Article information

Source
Ann. Statist., Volume 34, Number 2 (2006), 721-741.

Dates
First available in Project Euclid: 27 June 2006

https://projecteuclid.org/euclid.aos/1151418238

Digital Object Identifier
doi:10.1214/009053606000000137

Mathematical Reviews number (MathSciNet)
MR2281882

Zentralblatt MATH identifier
1092.62050

Subjects
Primary: 62G10: Hypothesis testing 62G20: Asymptotic properties
Secondary: 62G09: Resampling methods

Citation

Bickel, Peter J.; Ritov, Ya’acov; Stoker, Thomas M. Tailor-made tests for goodness of fit to semiparametric hypotheses. Ann. Statist. 34 (2006), no. 2, 721--741. doi:10.1214/009053606000000137. https://projecteuclid.org/euclid.aos/1151418238

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